Sensitivity Analysis in Linear Programming
The merits of LP are nowadays well-established and it is widely accepted as a useful tool in Operations Research and Management Science. In many companies this way of modeling is used to solve various kinds of practical problems. Applications include transportation problems, production planning, investment decision problems, blending problems, location and allocation problems, among others. Often use is made of some standard code, most of which use a version of Dantzig’s simplex method as solution procedure (for a recent survey we refer to ).
KeywordsShadow Price Interior Point Method Dual Solution Optimal Basis Optimal Partition
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